+2.7%
VUG vs CL
+27.9%
-25.3%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.4% | +1.3% | +3.0% |
| 7D | +0.5% | +0.5% | 0.0% | +0.5% |
| 30D | -8.2% | +11.6% | -19.8% | -6.8% |
| 3M | -5.4% | +5.6% | -11.0% | -4.6% |
| 6M | -2.5% | +13.2% | -15.7% | -0.9% |
| YTD | +4.2% | +26.9% | -22.7% | +7.4% |
| All | +2.7% | +27.9% | -25.3% | +6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling